SciPy Recipes

How to do it…

The function that is useful in factorizing a matrix into a lower and upper triangular matrix is available in scipy.linalg as the lu function. 

In order to understand how LU factorization works, let us go through the following code snippets: 

1. Define a matrix:

A = np.array([[2., 1., 1.], [1., 3., 2.], [1., 0., 0.]]) 

2. Import relevant classes and packages:

import scipy.linalg as linalg 

3. Calculate the LU matrices using the lu function in scipy.linalg:

P, L, U = scipy.linalg.lu(A) 

4. Check the output of L:

print(L)[[ 1.   0.   0. ] [ 0.5  1.   0. ] [ 0.5 -0.2  1. ]] 

5. Check the output of Uprint(U):

[[ 2.   1.   1. ] [ 0.   2.5  1.5] [ 0.   0.  -0.2]]

Note that, in the preceding outputs, L is a lower triangular matrix (all the elements in the ...